Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 157001.0827 | 11444.6366 | 145556.446 | -69363.4194 | -25116.2406 | -44247.1788 |
Total P&L (%) | 157.0011 | 11.4446 | 145.5564 | -69.3634 | -25.1162 | -44.2472 |
Avg Daily Profit (%) | 0.1527 | 0.0111 | 0.1416 | -0.115 | -0.0281 | -0.0568 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102894 | -95037 | -101827 | -74304 | -14504 | -73533 |
Profit Factor | 1.2418 | 1.0292 | 1.5663 | 0.5974 | 0.6796 | 0.5288 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 91 | 42 | 49 | 91 | 42 | 49 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 61.9048 | 56.7568 | 67.1233 | 61.9048 | 56.7568 | 67.1233 |
Ratio Avg Win / Avg Loss | 0.7642 | 0.7841 | 0.7672 | 0.3677 | 0.5178 | 0.259 |
Largest Winning Trade | 36908 | 36908 | 33733 | 8429 | 8429 | 5748 |
Largest Losing Trade | -92414 | -34454 | -92414 | -66029 | -34454 | -66029 |
Avg Bars in Trades | 165 | 168 | 162 | 165 | 168 | 162 |
Avg Bars in Winners | 120 | 113 | 126 | 120 | 113 | 126 |
Avg Bars in Losers | 238 | 240 | 236 | 238 | 240 | 236 |
Bars Traded | 24335 | 12459 | 11876 | 24335 | 12459 | 11876 |
Profit Streak | 32.8891 | 90.0557 | 32.8891 | 32.8891 | 90.0557 | 32.8891 |
Trades During Streak | 7 | 8 | 3 | 7 | 8 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317213 | -550631 | -71990 | -577244 | -642507 | -648788 |
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{ "first_band": { "type": "kcb", "factors": { "length": 234, "offset": 0, "scalar": 4 } }, "second_band": { "type": "alma", "factors": { "length": 212, "offset": 0 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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